Why right-clicking a file has the file browser while the Settings app doesn't is beyond me. However, because shortcuts are special, you don't get the "open with" context menu on .lnk and .url files.

VirusTotal scans files & web links for malware. VirusTotal Browser extensions for Firefox, Chrome, Edge let you scan files before you download them.

MacOSXHints has a slick tip on creating clickable iCal events that are either URLs or links to files. Sure, you can add a URL to an event's description, but with this simple method you can create ...

Creating a new file, whether Docs, Slides, Sheets, or Forms, in Chrome is easy, if you know the proper URL shortcuts. Let's dig into those.

The vulnerability “mishandles .url files from the Internet zone, which allows remote attackers to bypass intended access restrictions via a crafted file, aka ‘Internet Explorer Security ...

A Phemedrone information-stealing malware campaign exploits a Microsoft Defender SmartScreen vulnerability (CVE-2023-36025) to bypass Windows security prompts when opening URL files.

The URL access method is fully documented here, but for more information on how to specify file names, see the SAS documentation for your operating environment.